• Title/Summary/Keyword: L-Estimator

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Optimal Design of Lognormal Accelerated Life Tests with Nonconstant Scale Parameter (스트레스에 의존하는 척도모수를 가진 대수정규 가속수명시험의 최적설계)

  • Park, Byung-Gu;Yoon, Sang-Chul;Seo, Ho-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.47-57
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    • 1996
  • This paper on planning constant accelerated life test is assumed that parameters for a lognormal life distribution are depended on changes of stresses. The proposed test plans are optimum in that they minimize the asymptotic variance of maximum likelihood estimator of a specified quantile at the design stress. The optimal amount of low stress level ${\xi}_{L}$ and optimal sample proportion ${\pi}$ to be allocated at low stress level are obtained when the ratio of scales at high stress level and design stress level is unknown.

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Testing for $P(X_{1}\;<\;X_{2})$ in Bivariate Exponential Model with Censored Data (중단자료를 갖는 이변량 지수 모형에서 $P(X_{1}\;<\;X_{2})$에 대한 검정)

  • Park, Jin-Pyo;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.143-152
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    • 1997
  • In this paper, we obtain maximum likelihood estimators for $P(X_{1}\;<\;X_{2})$ in the Marshall and Olkin's bivariate exponential model with bivariate censored data. The asymptotic normality of the estimator is derived. Also we propose approximate testing for $P(X_{1}\;<\;X_{2})$ based on the M.L.E. We compare the test powers under vsrious conditions through Monte Carlo simulation.

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NONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATION OF A CONCAVE RECEIVER OPERATING CHARACTERISTIC CURVE VIA GEOMETRIC PROGRAMMING

  • Lee, Kyeong-Eun;Lim, Johan
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.3
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    • pp.523-537
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    • 2011
  • A receiver operating characteristic (ROC) curve plots the true positive rate of a classier against its false positive rate, both of which are accuracy measures of the classier. The ROC curve has several interesting geometrical properties, including concavity which is a necessary condition for a classier to be optimal. In this paper, we study the nonparametric maximum likelihood estimator (NPMLE) of a concave ROC curve and its modification to reduce bias. We characterize the NPMLE as a solution to a geometric programming, a special type of a mathematical optimization problem. We find that the NPMLE is close to the convex hull of the empirical ROC curve and, thus, has smaller variance but positive bias at a given false positive rate. To reduce the bias, we propose a modification of the NPMLE which minimizes the $L_1$ distance from the empirical ROC curve. We numerically compare the finite sample performance of three estimators, the empirical ROC curve, the NMPLE, and the modified NPMLE. Finally, we apply the estimators to estimating the optimal ROC curve of the variance-threshold classier to segment a low depth of field image and to finding a diagnostic tool with multiple tests for detection of hemophilia A carrier.

On the Use of Adaptive Weights for the F-Norm Support Vector Machine

  • Bang, Sung-Wan;Jhun, Myoung-Shic
    • The Korean Journal of Applied Statistics
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    • v.25 no.5
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    • pp.829-835
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    • 2012
  • When the input features are generated by factors in a classification problem, it is more meaningful to identify important factors, rather than individual features. The $F_{\infty}$-norm support vector machine(SVM) has been developed to perform automatic factor selection in classification. However, the $F_{\infty}$-norm SVM may suffer from estimation inefficiency and model selection inconsistency because it applies the same amount of shrinkage to each factor without assessing its relative importance. To overcome such a limitation, we propose the adaptive $F_{\infty}$-norm ($AF_{\infty}$-norm) SVM, which penalizes the empirical hinge loss by the sum of the adaptively weighted factor-wise $L_{\infty}$-norm penalty. The $AF_{\infty}$-norm SVM computes the weights by the 2-norm SVM estimator and can be formulated as a linear programming(LP) problem which is similar to the one of the $F_{\infty}$-norm SVM. The simulation studies show that the proposed $AF_{\infty}$-norm SVM improves upon the $F_{\infty}$-norm SVM in terms of classification accuracy and factor selection performance.

Comparative Study of Confidence Interval Estimators for Coverage Analysis (Coverage 분석을 위한 신뢰구간 추정량에 관한 비교 연구)

  • Lee, Jong-Suk;Jeong, Hae-Duck J.
    • The KIPS Transactions:PartD
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    • v.11D no.1
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    • pp.219-228
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    • 2004
  • Confidence interval estimators for proportions using normal approximation have been commonly used for coverage analysis of simulation output even though alternative approximate estimators of confidence intervals for proportions were proposed. This is -because the normal approximation was easier to use in practice than the other approximate estimators. Computing technology has no problem with dealing these alternative estimators. Recently, one of the approximation methods for coverage analysis which is based on arcsin transformation has been used for estimating proportion and for controlling the required precision in [12]. In this paper, we compare three approximate interval estimators, based on a normal distribution approximation, an arcsin transformation and an F-distribution approximation, of a single proportion. Three estimators were applied to sequential coverage analysis of steady-state means, in simulations of the M/M/1/$\infty$ and W/D/l/$\infty$ queueing systems on a single processor and multiple processors.

Robust Recurrent Wavelet Interval Type-2 Fuzzy-Neural-Network Control for DSP-Based PMSM Servo Drive Systems

  • El-Sousy, Fayez F.M.
    • Journal of Power Electronics
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    • v.13 no.1
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    • pp.139-160
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    • 2013
  • In this paper, an intelligent robust control system (IRCS) for precision tracking control of permanent-magnet synchronous motor (PMSM) servo drives is proposed. The IRCS comprises a recurrent wavelet-based interval type-2 fuzzy-neural-network controller (RWIT2FNNC), an RWIT2FNN estimator (RWIT2FNNE) and a compensated controller. The RWIT2FNNC combines the merits of a self-constructing interval type-2 fuzzy logic system, a recurrent neural network and a wavelet neural network. Moreover, it performs the structure and parameter-learning concurrently. The RWIT2FNNC is used as the main tracking controller to mimic the ideal control law (ICL) while the RWIT2FNNE is developed to approximate an unknown dynamic function including the lumped parameter uncertainty. Furthermore, the compensated controller is designed to achieve $L_2$ tracking performance with a desired attenuation level and to deal with uncertainties including approximation errors, optimal parameter vectors and higher order terms in the Taylor series. Moreover, the adaptive learning algorithms for the compensated controller and the RWIT2FNNE are derived by using the Lyapunov stability theorem to train the parameters of the RWIT2FNNE online. A computer simulation and an experimental system are developed to validate the effectiveness of the proposed IRCS. All of the control algorithms are implemented on a TMS320C31 DSP-based control computer. The simulation and experimental results confirm that the IRCS grants robust performance and precise response regardless of load disturbances and PMSM parameters uncertainties.

A High-Performance Position Sensorless Control System of Reluctance Synchronous Motor with Direct Torque Control (직접토크제어에 의한 위치검출기 없는 리럭턴스 동기전동기의 고성능 제어시스템)

  • 김민회;김남훈;백원식
    • The Transactions of the Korean Institute of Power Electronics
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    • v.7 no.1
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    • pp.81-90
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    • 2002
  • This paper presents an Implementation of digital high-performance position sensorless control system of Reluctance Synchronous Motor(RSM) drives with Direct Torque Control(DTC). The system consists of stator flux observer, speed and torque estimator, two digital hysteresis controllers, an optimal switching look-up table, Insulated Gate Bipolar Transistor(IGBT) voltage source inverter, and TMS320C31 DSP board. The stator flux observer Is based on the combined voltage and current model with stator flux feedback adaptive control of which inputs are current and voltage sensed on motor terminal for wide speed range. In order to prove the suggested sensorless control algorithm for industrial field application, we have some simulation and actual experiment at low and high speed range. The developed high-performance speed control by fully digital system are shown a good response characteristic of control results and high performance features using 1.0[kW] RSM having 2.57 reluctance ratio of $L_d/L_q$.

Time delay estimation between two receivers using weighted dictionary method for active sonar (능동소나를 위한 가중 딕션너리를 사용한 두 수신기 간 신호 지연 추정 방법)

  • Lim, Jun-Seok;Kim, Seongil
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.5
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    • pp.460-465
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    • 2021
  • In active sonar, time delay estimation is used to find the distance between the target and the sonar. Among the time delay estimation methods for active sonar, estimation in the frequency domain is widely used. When estimating in the frequency domain, the time delay can be thought of as a frequency estimator, so it can be used relatively easily. However, this method is prone to rapid increase in error due to noise. In this paper, we propose a new method which applies weighted dictionary and sparsity in order to reduce this error increase and we extend it to two receivers to propose an algorithm for estimating the time delay between two receivers. And the case of applying the proposed method and the case of not applying the proposed method including the conventional frequency domain algorithm and Generalized Cross Correlation-Phase transform (GCC-PHAT) in a white noise environment were compared with one another. And we show that the newly proposed method has a performance gain of about 15 dB to about 60 dB compared to other algorithms.

Comparison Study of Kernel Density Estimation according to Various Bandwidth Selectors (다양한 대역폭 선택법에 따른 커널밀도추정의 비교 연구)

  • Kang, Young-Jin;Noh, Yoojeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.32 no.3
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    • pp.173-181
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    • 2019
  • To estimate probabilistic distribution function from experimental data, kernel density estimation(KDE) is mostly used in cases when data is insufficient. The estimated distribution using KDE depends on bandwidth selectors that smoothen or overfit a kernel estimator to experimental data. In this study, various bandwidth selectors such as the Silverman's rule of thumb, rule using adaptive estimates, and oversmoothing rule, were compared for accuracy and conservativeness. For this, statistical simulations were carried out using assumed true models including unimodal and multimodal distributions, and, accuracies and conservativeness of estimating distribution functions were compared according to various data. In addition, it was verified how the estimated distributions using KDE with different bandwidth selectors affect reliability analysis results through simple reliability examples.

A study on estimating rifle ammunition RSR based on truncated Weibull model (우측중도절단된 와이블 분포를 이용한 소총 탄약 소요보급률 추정 연구)

  • Park, Jaeshin;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.129-138
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    • 2019
  • Ammunition is an integral element of a weapon systems and in calculating fighting strength. The Korea Army utilizes the basic load (B/L) concept to supply ammunition smoothly. The required supply rate (RSR) is the basis of a B/L that is estimated from real combat data that includes a troop's mission and operation terrain. The current RSR is based on Korean War data and the sample mean has some problems in applications to modern combat. Therefore, this study used Korea Combat Training Center (KCTC) data that is similar to real combat to estimate rifle ammunition RSR. We used a quantile of truncated Weibull distribution to estimate rifle ammunition RSR considering that rifle ammunition consumption data in KCTC is truncated. As a result, we obtained a rifle ammunition RSR which covers most ammunition consumption by reflecting the individual consumption of rifle ammunition.